Graphical Comparison of Covariance Matrices

Procedures for comparing within-group covariance matrices are developed, based on separate analyses of the variances and of the correlations. The variances and the correlations are represented as two two-way tables, with the columns representing groups. Graphical procedures based on comparisons of linear regressions are presented, by considering a multiplicative columns-regression model for the interaction of groups x variances and of groups x correlations. A multivariate comparison leads to the use of a generalized eigenanalysis to display any differences in covariance structure.